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[ENH] online probabilistic regression #463

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fkiraly opened this issue Sep 13, 2024 · 0 comments · Fixed by #462
Closed

[ENH] online probabilistic regression #463

fkiraly opened this issue Sep 13, 2024 · 0 comments · Fixed by #462
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feature request New feature or request implementing algorithms Implementing algorithms, estimators, objects native to skpro implementing framework Implementing or improving framework for learning tasks, e.g., base class functionality module:regression probabilistic regression module

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@fkiraly
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fkiraly commented Sep 13, 2024

We should support probabilistic regressors with an online update method.

Most regressors will not natively support this, so this needs to be controlled by a capability tag.

Also very basic update methods should be implemented:

  • do not update - baseline, just ignores the data passed in update
  • refit on all data
@fkiraly fkiraly added module:regression probabilistic regression module implementing algorithms Implementing algorithms, estimators, objects native to skpro implementing framework Implementing or improving framework for learning tasks, e.g., base class functionality feature request New feature or request labels Sep 13, 2024
@fkiraly fkiraly mentioned this issue Sep 13, 2024
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feature request New feature or request implementing algorithms Implementing algorithms, estimators, objects native to skpro implementing framework Implementing or improving framework for learning tasks, e.g., base class functionality module:regression probabilistic regression module
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[ENH] online update capability for probabilistic regressors sktime/skpro
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@fkiraly